Remarques sur certaines constructions des mouvements browniens fractionnaires

Marc Yor

Séminaire de probabilités de Strasbourg (1988)

  • Volume: 22, page 217-224

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Yor, Marc. "Remarques sur certaines constructions des mouvements browniens fractionnaires." Séminaire de probabilités de Strasbourg 22 (1988): 217-224. <http://eudml.org/doc/113636>.

@article{Yor1988,
author = {Yor, Marc},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {fractional Brownian motions; local times},
language = {eng},
pages = {217-224},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Remarques sur certaines constructions des mouvements browniens fractionnaires},
url = {http://eudml.org/doc/113636},
volume = {22},
year = {1988},
}

TY - JOUR
AU - Yor, Marc
TI - Remarques sur certaines constructions des mouvements browniens fractionnaires
JO - Séminaire de probabilités de Strasbourg
PY - 1988
PB - Springer - Lecture Notes in Mathematics
VL - 22
SP - 217
EP - 224
LA - eng
KW - fractional Brownian motions; local times
UR - http://eudml.org/doc/113636
ER -

References

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  1. [1] P. Cartier : Introduction à l'étude des mouvements browniens à plusieurs paramètres. Séminaire de Probabilités V. Lect. Notes in Maths191, p. 58-75 (1971). MR383557
  2. [2] J.P. Kahane : Some random series of functions. (Second edition). Cambridge Studies in Advanced Mathematics, 5 (1985). Zbl0571.60002MR833073
  3. [3] N.V. Krylov : Controlled diffusion processes. Springer-Verlag, Berlin (1980). Zbl0459.93002MR601776
  4. [4] I. Schoenberg : Metric spaces and positive definite functions. Trans. Amer. Math. Soc.44, p. 522-536 (1938). Zbl0019.41502MR1501980JFM64.0617.02
  5. [5] S. Weinryb, M. Yor : Le mouvement brownien de Lévy indexé par R3 comme limite centrale de temps locaux d'intersection. Dans ce volume. Zbl0653.60074
  6. [6] M. Yor : A propos de l'inverse du mouvement brownien dans Rn (n ≧ 3). Ann. Inst. H. Poincaré, vol. 21, n° 1, p. 27-38 (1984). Zbl0556.60032MR791267
  7. [7] M. Abramovitz, I. Stegun : Handbook of Mathematical Functions. New-York, Dover (1970). 

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